| Metric | 11372653:btcusd:triple_med_gx:lsma60_25 | 11372653:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 6.05% | 188.02% |
| Max Drawdown | -29.39% | -67.18% |
| Sharpe | 0.09 | 0.42 |
| Sortino | 0.14 | 0.61 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.02 | 1.06 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 42.31 | 3.34 |
| Outlier Loss Ratio | 4.09 | 3.29 |
| Volatility (ann.) | 9.47% | 26.33% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.06 | 0.53 |
| Skew | 1.9 | 0.18 |
| Kurtosis | 62.31 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.14% | 2.49% |
| Expected Yearly % | 1.48% | 30.27% |
| Kelly Criterion | -2.82% | 8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11372653:BTCUSD | 11372653:btcusd:triple_med_gx:lsma60_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 3.69 | -0.06 | + |
| 2023 | 155.54 | 9.87 | 0.06 | - |
| 2024 | 121.00 | -1.00 | -0.01 | - |
| 2025 | 30.14 | -5.97 | -0.20 | - |
| Metric | 11372653:btcusd:triple_med_gx:lsma60_25 | 11372653:BTCUSD |
|---|---|---|
| MTD | 0.97% | 13.36% |
| 3M | 0.51% | 45.08% |
| 6M | -5.7% | 28.47% |
| YTD | -5.97% | 30.14% |
| 1Y | -23.86% | 105.13% |
| 3Y (ann.) | -4.07% | 81.7% |
| 5Y (ann.) | 1.7% | 35.5% |
| Metric | 11372653:btcusd:triple_med_gx:lsma60_25 | 11372653:BTCUSD |
|---|---|---|
| Max Drawdown | -29.39% | -67.18% |
| Longest DD Days | 711.0 | 683.0 |
| Avg. Drawdown | -4.27% | -7.5% |
| Avg. Drawdown Days | 55.0 | 36.0 |
| Recovery Factor | 0.21 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-11 | 2025-07-14 | -29.39 | 337 |
| 2022-07-20 | 2024-06-30 | -24.01 | 711 |
| 2022-05-05 | 2022-07-07 | -12.05 | 63 |
| 2022-03-17 | 2022-04-18 | -4.55 | 32 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-07-01 | 2024-07-13 | -3.31 | 12 |
| 2022-01-30 | 2022-02-27 | -2.09 | 28 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-08 | 2022-07-18 | -1.84 | 9 |
| Metric | 11372653:btcusd:triple_med_gx:lsma60_25 | 11372653:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 11.42% | 35.75% |
| Worst Week | -7.92% | -29.64% |
| Best Month | 15.53% | 43.77% |
| Worst Month | -11.85% | -37.12% |
| Best Year | 9.87% | 155.54% |
| Worst Year | -5.97% | -60.81% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 2.29% | 7.43% |
| Avg. Down Week | -2.53% | -3.4% |
| Avg. Up Month | 3.97% | 14.6% |
| Avg. Down Month | -5.48% | -9.65% |
| Win Days % | 45.06% | 51.26% |
| Win Month % | 57.14% | 60.47% |
| Win Week % | 50.0% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |